Statistical inference for critical continuous state and continuous time branching processes with immigration

DOI10.1007/S00184-016-0578-8zbMATH Open1346.62046arXiv1411.2232OpenAlexW2289726729MaRDI QIDQ314552FDOQ314552

Kristóf Körmendi, Mátyás Barczy, Gyula Pap

Publication date: 16 September 2016

Published in: Metrika (Search for Journal in Brave)

Abstract: We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

Full work available at URL: https://arxiv.org/abs/1411.2232

zbMATH Keywords

branching and immigration mechanismsconditional least squares estimatorcontinuous state and continuous time branching processes with immigrationnon-normal asymptotic limit behaviour

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited In (4)

• Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
• Statistical inference for partially observed branching processes with immigration
• Nearly unstable integer‐valued ARCH process and unit root testing
• Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

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